No. of Recommendations: 5
Sorry about that: I've run so many possibilities I posted the wrong screen.
This one uses 200 days and has a beta of 1 and sharpe of .84 and 10 stocks with a CAGR of 26.29
https://gtr1.net/2013/?h21f0.10000::nas100.a:et1:t...But if you simply the timing test instead of using the 3-part used so often on this board,
and instead just use SPY>SMA325 to be in the market or out, you get
10 stocks v. 5 stocks
CAGR 23.8% 27.7%
sharpe .83 .85
beta .82 .87
mdd -51% -55.3%
2000 26%
2001 3%
2008 -4% -3.4%
2023 23%
https://gtr1.net/2013/?h21f0.10000::nas100.a:et1:t... 